Murray had also squandered a series of first-half chances, while Jay Simpson had a shot saved for Millwall.

Wilfried Zaha came close for Palace in the second half but Steve Mildenhall palmed away his effort.

The result means Palace have not found the net for 485 minutes, stretching back more than five Championship matches.

Dougie Freedman's side should have taken the lead in the sixth minute but Murray set the tone for the afternoon by missing a gilt-edged chance.

The frontman just had to tap Dean Moxey's low cross in at the far post but failed to make contact with the ball.

The hosts had their first penalty appeal waved away when referee David Webb ruled Jack Smith's clumsy challenge on Sean Scannell was just outside the area.

Murray could have had a hat-trick by half-time, but he volleyed Mile Jedinak's cross weakly at Mildenhall and then had an overhead kick superbly saved at full stretch by the Lions keeper.

Simpson went closest for the visitors in the first half when his shot was saved by Julian Speroni.

Early in the second half, Zaha out-paced Smith before firing in a shot that Mildenhall kept out.

Palace were screaming for a penalty again when Nathan Baker tripped Zaha. That was turned away but, moments later, referee Webb did point to the spot.

Robinson was adjudged to have climbed on McCarthy. Murray stepped up - only to strike it badly.

VIEWS FROM THE DRESSING ROOM

Crystal Palace manager Dougie Freedman told BBC London 94.9:

Eagles in a 'small rut' - Freedman

"We're in this small rut but it's in the middle of the season. It would be difficult if it was at the beginning with confidence or at the end when you are in the relegation zone.

"So I feel right now that as long as we keep performing as we have done then we can look each other in the eye on a Monday morning and think to ourselves 'well look, we gave it our all'. I am sure it will turn.

"I won't have to gee Glenn Murray up on Monday morning. If anything he'll have to gee me up on Monday. That's the way it goes."

Jackett pleased with performance

Millwall manager Kenny Jackett told BBC London 94.9:

"They have a lot of ability in their side and they've certainly improved since last season, so to come here and get a point in a local derby was good.

"Most importantly for me it was a good performance after a couple of disappointing ones and we have to continue to do that.

"We had more strikes, more chances and some very good crosses today. It gives us something to base on and a performance level we are going to need in the Championship to start getting up the league."